+148.3%
LQD vs IAG
+368.9%
-220.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.2% | +4.3% | -4.0% | +0.1% |
| 30D | -0.6% | +9.8% | -10.4% | -0.8% |
| 3M | -1.2% | +28.9% | -30.1% | -1.9% |
| 6M | -1.9% | -7.6% | +5.6% | -2.0% |
| YTD | -1.3% | +22.0% | -23.2% | -2.1% |
| 1Y | -1.0% | +99.5% | -100.5% | -3.0% |
| 3Y | +15.2% | +818.3% | -803.0% | +8.3% |
| 5Y | -4.4% | +785.9% | -790.3% | -10.9% |
| 10Y | +22.6% | +381.1% | -358.5% | +14.1% |
| All | +148.3% | +368.9% | -220.6% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling